One-sided Cauchy-Stieltjes kernel families

DOI10.1007/S10959-010-0303-XzbMATH Open1219.60012arXiv0906.4073OpenAlexW3098442735MaRDI QIDQ548159FDOQ548159

Włodek Bryc, Abdelhamid Hassairi

Publication date: 28 June 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: This paper continues the study of a kernel family which uses the Cauchy-Stieltjes kernel in place of the celebrated exponential kernel of the exponential families theory. We extend the theory to cover generating measures with support that is unbounded on one side. We illustrate the need for such an extension by showing that cubic pseudo-variance functions correspond to free-infinitely divisible laws without the first moment. We also determine the domain of means, advancing the understanding of Cauchy-Stieltjes kernel families also for compactly supported generating measures.

Full work available at URL: https://arxiv.org/abs/0906.4073

zbMATH Keywords

exponential familiesCauchy kernelfree stable law

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Free probability and free operator algebras (46L54)

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Cited In (14)

• On Cauchy-Stieltjes kernel families
• Cauchy-Stieltjes kernel families: some properties
• Variance function of Boolean additive convolution
• On polynomials associated with Cauchy–Stieltjes kernel families
• Characterization of quadratic Cauchy-Stieltjes kernel families based on the orthogonality of polynomials
• On some properties of Cauchy-Stieltjes kernel families
• \(V_a\)-deformed free convolution and variance function
• Cauchy-Stieltjes kernel families and free multiplicative convolution
• BOOLEAN MULTIPLICATIVE CONVOLUTION AND CAUCHY-STIELTJES KERNEL FAMILIES
• Explicit free multiplicative law of large numbers
• The mean of the reciprocal in a Cauchy-Stieltjes family
• Cauchy–Stieltjes families with polynomial variance functions and generalized orthogonality
• A characterization of the Marchenko-Pastur probability measure
• A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families

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